Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.27% | 99.27% |
13/06/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,878 | 250,000 | 4,979 CHF | 3,750 CHF | 99.39% | 99.39% |
12/06/2024 | 72.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,111 CHF | 4,778 CHF | 99.39% | 99.39% |
11/06/2024 | 66.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,152 CHF | 5,038 CHF | 99.39% | 99.39% |
10/06/2024 | 53.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 997,160 | 250,000 | 13,998 CHF | 6,010 CHF | 97.22% | 97.22% |
07/06/2024 | 36.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,302 | 250,000 | 22,405 CHF | 8,130 CHF | 99.18% | 99.18% |
05/06/2024 | 21.79% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,307 | 250,000 | 40,898 CHF | 12,791 CHF | 99.25% | 99.25% |
04/06/2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,849 | 254,664 | 39,532 CHF | 12,675 CHF | 99.39% | 99.39% |
03/06/2024 | 16.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 895,614 | 448,780 | 50,911 CHF | 30,019 CHF | 99.38% | 99.38% |
31/05/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 980,014 | 443,677 | 49,163 CHF | 26,964 CHF | 99.38% | 99.38% |